Regularization of multiplicative SDEs through additive noise
Graph Chatbot
Chattez avec Graph Search
Posez n’importe quelle question sur les cours, conférences, exercices, recherches, actualités, etc. de l’EPFL ou essayez les exemples de questions ci-dessous.
AVERTISSEMENT : Le chatbot Graph n'est pas programmé pour fournir des réponses explicites ou catégoriques à vos questions. Il transforme plutôt vos questions en demandes API qui sont distribuées aux différents services informatiques officiellement administrés par l'EPFL. Son but est uniquement de collecter et de recommander des références pertinentes à des contenus que vous pouvez explorer pour vous aider à répondre à vos questions.
Given a sequence L & x2d9;epsilon of Levy noises, we derive necessary and sufficient conditions in terms of their variances sigma 2(epsilon) such that the solution to the stochastic heat equation with noise sigma(epsilon)-1L & x2d9;epsilon converges in law ...
Population equations for infinitely large networks of spiking neurons have a long tradition in theoret-ical neuroscience. In this work, we analyze a recent generalization of these equations to populations of finite size, which takes the form of a nonlinear ...
We consider the defocusing nonlinear wave equation ❑u D jujp ⠀1u in R3 ⠂ & UOELIG;0; 1/. We prove that for any initial datum with a scaling-subcritical norm bounded by M0 the equation is globally well-posed for p D 5 C i, where i 2 .0; ...
We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...
Fractional Levy motion has been derived from its generalized Langevin equation via path integrals in earlier works and has since proven to be a useful model for nonlocal and non-Markovian processes, especially in the context of nondiffusive transport. Here ...
We present a numerical model for the simulation of 3D mono-dispersed sediment dynamics in a Newtonian flow with free surfaces. The physical model is a macroscopic model for the transport of sediment based on a sediment concentration with a single momentum ...
We consider several aspects of conjugating symmetry methods, including the method of invariants, with an asymptotic approach. In particular we consider how to extend to the stochastic setting several ideas which are well established in the deterministic on ...
We study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a simultaneous law of the ...
Stochastic phenomena are often described by Langevin equations, which serve as a mesoscopic model for microscopic dynamics. It has been known since the work of Parisi and Sourlas that reversible (or equilibrium) dynamics present supersymmetries (SUSYs). Th ...
We examine the almost-sure asymptotics of the solution to the stochastic heat equation driven by a Levy space-time white noise. When a spatial point is fixed and time tends to infinity, we show that the solution develops unusually high peaks over short tim ...
